MBS Desk Quant – NYC recruitment

This highly visible position will be responsible for quantitative analysis and support, building and maintaining models used to predict the behavior of various Mortgage Backed and Asset Backed Securities. These models provide the backbone for the group’s research that is used by internal traders and distributed externally to clients. Requirements for this position include previous MBS analysis, prepayment modeling experience, strong academic background in Math or Stats (PhD preferred), and working knowledge of Polypaths. Strong oral and written communication skills are a big plus. Competitive compensation including base and bonus potential will be offered. 

Compensation: Commensurate

KeyWords: MBS, Prepayment models, Polypaths

Please refer to Job 18983-EFC and send MS Word attached resume to tim@analyticrecruiting.com
    

If you are a suitable candidate, you can expect: